+65.6%
AEP vs TFC
+15.2%
+50.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.0% |
| 7D | +2.0% | +2.2% | -0.2% | +1.7% |
| 30D | +0.5% | -2.5% | +3.0% | +0.8% |
| 3M | -0.3% | +4.5% | -4.9% | -0.9% |
| 6M | -3.5% | +11.0% | -14.4% | -4.7% |
| YTD | +11.3% | +5.9% | +5.4% | +10.2% |
| 1Y | +20.2% | +14.6% | +5.7% | +17.9% |
| 3Y | +79.8% | +96.7% | -17.0% | +61.5% |
| 5Y | +65.6% | +15.6% | +50.0% | +59.2% |
| All | +65.6% | +15.2% | +50.4% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling